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Course11110693058 lectures

Financial Mathematics for Actuaries

Prof. Neelesh S. Upadhye Prof. Pramod Kumar Naik · IIT Madras

Start with lecture 1 At NPTEL

Lectures

Week 1

  1. The Measurement of Interest Video
  2. Simple vs. Compound Interest Video
  3. Present Value (v) and Discount Rate (d) Video
  4. Relationships Between Rates (i vs. d) Video
  5. Problem Solving Lab (Basic TVM) Video

Week 2

  1. Nominal Interest Rates (i^(m)) Video
  2. Nominal Discount Rates (d^(m)) Video
  3. The Force of Interest δ Video
  4. Variable Force of Interest δ_t Video
  5. Inflation (Real vs. Nominal Rates) \& Review Video

Week 3

  1. The Equation of Value Video
  2. Solving for Unknown Time (n) Video
  3. Solving for Unknown Interest Rate (i) Video
  4. Dollar-Weighted vs. Time-Weighted Rates Video
  5. Week 3 Problem Solving Lab Video

Week 4

  1. Annuity-Immediate Video
  2. Annuity-Due Video
  3. Future Value of Annuities Video
  4. Annuities Payable mothly Video
  5. Problem Solving Lab - Retirement Planning Video

Week 5

  1. Perpetuities Video
  2. Continuous Annuities Video
  3. Deferred Annuities Video
  4. Solving for Unknowns (n and i) Video
  5. Problem Solving Lab Video

Week 6

  1. Arithmetically Increasing Annuities Video
  2. Decreasing Annuities Video
  3. Geometrically Increasing Annuities Video
  4. Varying Continuous Annuities Video
  5. Module 1 Review (Theory Quiz) Video

Week 7

  1. Loan Repayment Method - Part 1 Video
  2. Loan Repayment Method - Part 2 Video
  3. Loan Repayment Method - Part 3 Video
  4. Loan amortization; problems and solution Video
  5. Loan Repayment method - Part 4 Video

Week 8

  1. Bonds and Bond Pricing Video
  2. The Concept of Bond Valuation Video
  3. Bond Valuation Video
  4. Bond Valuation - 1 Video
  5. Bond Amortization Schedule Video

Week 9

  1. Bond Valuation Video
  2. Behavior of Interest Rate - 1 Video
  3. Behavior of Interest Rate - 2 Video
  4. Risk Structure and Bond Ratings Video

Week 10

  1. Yield Curve and the Term Structure of Interest Rate - 1 Video
  2. Yield Curve and the Term Structure of Interest Rate - 2 Video
  3. Bond Pricing under General Term Structure - I Video
  4. Bond Pricing under General Term Structure - II Video
  5. Bond Pricing under General Term Structure - III Video

Week 11

  1. Bond Duration and Management - 1 Video
  2. Bond Duration and Management - 2 Video
  3. Bond Duration and Management - 3 Video
  4. Priciples of Diversification Video
  5. Optimal Portfolio Theory Video

Week 12

  1. Integrated Review: Loan Repayment Method Video
  2. Integrated Review: Bond Basics, Bond Valuation- Part 1 Video
  3. Integrated Review: Bond Basics, Bond Valuation- Part 2 Video
  4. Integrated Review: Yiled Curve, Term Structure of Interest rate; Bond Duration and Convexity Video

Syllabus and materials

At NPTEL, as the course publishes them.

Credits and licence

Institution
IIT Madras
Department
Mathematics
Teacher
Prof. Neelesh S. Upadhye Prof. Pramod Kumar Naik
Level
Undergraduate
Language
English
Subjects
Mathematics
Source
NPTEL
Licence
CC BY-NC-SA, as NPTEL states it. Non-commercial use only. NPTEL's terms
Attribution
NPTEL states: "Distributed under Creative Commons Attribution-ShareAlike / CC BY - NC - SA", beside a BY-NC-SA badge.
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